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Triangular Moving Average? Expand / Collapse
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Posted 1/21/2010 9:10:32 PM
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Hi! Could some kind soul make a Triangular Moving Average code? I guess below is the formula:

TMA = (SMA(-1) + SMA(-2) + SMA(-3) + SMA(-4) + … SMA(-n)) / n
SMA = The Simple Moving Average formula
TMS = Triangular Moving Average
n = number of timeframes being evaluated

It is a very smooth line on chart and I like its crossings with different period TMA or other indicators.
Thanks!

added: also, looking for a T3MA, but I do not know the formula for it.

Edited: 1/21/2010 9:19:00 PM by svguss
Post #826
Posted 1/22/2010 12:11:56 PM
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Is this the moving average of a moving average? If so, should be not difficult to implement
Post #830
Posted 1/22/2010 12:28:18 PM
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Well, I'm not a programmer at all. Such a pity.
T3MA is a real beauty, but I can't find a formula for it except for this VT Trader code

VT Formula:
e1:= Mov(Pr,tPr,mt);
e2:= Mov(e1,tPr,mt);
e3:= Mov(e2,tPr,mt);
e4:= Mov(e3,tPr,mt);
e5:= Mov(e4,tPr,mt);
e6:= Mov(e5,tPr,mt);
c1:= -b*b*b;
c2:= 3*b*b+3*b*b*b;
c3:= -6*b*b-3*b-3*b*b*b;
c4:= 1+3*b+b*b*b+3*b*b;
T3MA:= c1*e6+c2*e5+c3*e4+c4*e3;

where
Pr = Closing Price
tPr = Periods (int) Default=8
mt = MA Type def: Exponential
b is Volume Factor, float between 0 and 5 default 0.7
--------
This one is quite complicated I guess
Post #831
Posted 1/27/2010 10:23:32 AM


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hello,

I saw this indicator added to the code library today
congratulations!
Post #879
Posted 2/1/2010 12:11:24 PM


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Hi svguss and all!

I have created the T3MA indicator, and I like the result. (It looks very
smooth). You may find it in the Code library, as it has been added

http://actfx.com/Download50085.aspx




Sincerely,

Benjamin Hoover
Post #903
Posted 2/1/2010 12:36:30 PM
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scriptor (2/1/2010)
Hi svguss and all!

I have created the T3MA indicator, and I like the result. (It looks very
smooth). You may find it in the Code library, as it has been added

http://actfx.com/Download50085.aspx


Good stuff, just the thing I wanted! Thanks a lot!
Just wondering if Renko bars and any-period-Pivots (for 5min, 13min, 1hr, ... anything) are possible in this software
Post #904
Posted 2/2/2010 10:02:09 AM


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I like this one more than the Triangular MA. It gives more accurate
signals. Thanks, scriptor
Post #910
Posted 2/3/2010 4:49:28 AM


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You are welcome.

I have lately come across a big number of different MA variations.
Another interesting indicator is Perry Kaufman’s Moving Average. Does
anyone have the code for it?




Sincerely,

Benjamin Hoover
Post #911
Posted 2/3/2010 4:59:56 AM
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scriptor (2/3/2010)
You are welcome.

I have lately come across a big number of different MA variations.
Another interesting indicator is Perry Kaufman’s Moving Average. Does
anyone have the code for it?


Will this do?
http://www.tradesignalonline.com/Lexicon/Default.aspx?name=Kaufman's+Adaptive+Moving+Average+(KAMA)
Post #912
Posted 2/4/2010 8:37:02 AM
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I have found the formulas of this indicator, but I do not have the code:


efRatio = Signal/Noise,

where Signal = AbsValue(Close-Close(-Period));

Noise = Sum (AbsValue (Close-Close(-1)), Period);

Smooth = (efRatio*(1/Fast Period-1/Slow Period) + 1/Slow Period) ^2

Adaptive MA = Adaptive MA(-1) + Smooth*(Close-AdaptMA(-1))

Best wishes,
Edgar Willks
Post #922
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